I have a tough time because I memorized the 2001 rules from front to back because I always had so many emails to answer about them, but I was way too lazy to ever play by the full set. So I always cheated and played a simplified version very close to what eventually became the 2005 rules, but not quite; and now when I try and do 2005 stuff I end up confusing myself.

I and my brother started with the 2005 rules just to figure out how to play, but we found the weaponry to be too limited in the 2005 rules, so I printed out index-card-sized lists of all the weaponry charts from the 2001 rules and we used them. (Of course, using 2001 weapons in an otherwise 2005 game screws up the balance somewhat, buuut...

My opinion is that 2001 makes for a more interesting game, but you really have to start with 2005 if you're not a real-life supergenius Hero-class minifig because trying to play 2001 straight-up can make it a bit too difficult to actually get around to having fun.